+578.6%
RVMD vs DAR
-8.5%
+587.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -2.0% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +1.1% | +13.0% | -11.9% | -2.4% |
| 3M | +39.6% | +15.0% | +24.6% | +33.9% |
| 6M | +110.7% | +26.8% | +83.9% | +96.0% |
| YTD | +160.3% | +86.4% | +73.9% | +117.6% |
| 1Y | +404.9% | +115.1% | +289.8% | +302.2% |
| 3Y | +545.5% | +14.6% | +530.8% | +505.6% |
| All | +578.6% | -8.5% | +587.2% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling